Single Stock Futures Trading and Stock Price Volatility: Empirical Analysis

This study examines impact of the introduction of single stock futures contracts on the return volatility of the SSFs-listed underlying stocks. The study documents a significant decrease in return volatility for the SSFs-underlying stocks following the introduction of single stock futures contracts...

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Veröffentlicht in:	Pakistan development review 2009, Vol.48 (4), p.553-563
Hauptverfasser:	Khan, Safi Ullah, Hijazi, Syed Tahir
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Analytical forecasting Coefficients Financial analysis Financial information Futures Futures contracts Futures markets Pakistan Price volatility Prices and rates PRICING MECHANISM Spot market Stock exchange Stock futures Stock market indices Stock markets Stock prices Stock returns Stocks Trade volume Variable coefficients
Online-Zugang:	Volltext
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